+576.6%
RL vs PENG
+597.2%
-20.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -3.5% |
| 7D | -4.2% | -19.4% | +15.3% | -1.4% |
| 30D | +4.3% | -42.4% | +46.7% | +12.9% |
| 3M | -4.6% | -25.6% | +21.1% | -2.4% |
| 6M | +1.7% | +7.3% | -5.6% | -7.5% |
| YTD | +7.3% | +113.9% | -106.5% | -16.3% |
| 1Y | +20.8% | +93.6% | -72.8% | -4.2% |
| 3Y | +247.0% | +170.2% | +76.7% | +144.6% |
| 5Y | +225.5% | +44.2% | +181.3% | +143.1% |
| All | +576.6% | +597.2% | -20.5% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling